Ok it struck me that another problem is if a player wants to host a private session which isn’t advertised. This would make it impossible to retrieve the session in any search. In the absence of being able to just directly connect to a Lobby ID, I think for now I will not bother stressing too much about joining someone direct from Steam. I can focus on allowing players to send invites from in game instead.
Annoying, but what can you do other than start messing with the murky world of Steam APIs and UE4 networking 